STM vs SPY

Comparison between ST Microelectronics (STM, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed STM, delivering a return of +13.3% compared to +10.6%

STM vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	STM(COMPANY)	SPY(ETF)
Market Cap / Net Assets	$52B	$652B
Expense Ratio	N/A	0.09%
Max Drawdown	94.80%	56.47%
Sharpe Ratio	2.13	2.07
5Y Beta	1.87	1.00
Industry	Semiconductors	N/A
P/E Ratio	310.27	28.24
Forward P/E	53.76	21.85
PEG Ratio	0.57	N/A
Dividend Yield	0.61%	N/A
5Y Dividends CAGR	21.78%	5.43%
5Y EPS CAGR	-31.31%	25.79%
Debt to Equity	11.96%	22.35%
Free Cash Flow Yield	4.18%	N/A
P/S Ratio	4.16	3.55
P/B Ratio	2.76	5.29

Market Cap / Net Assets

STM

$52B

Winner

SPY

$652B

Expense Ratio

STM

N/A

SPY

0.09%

Max Drawdown

STM

94.80%

Winner

SPY

56.47%

Sharpe Ratio

Winner

STM

2.13

SPY

2.07

5Y Beta

STM

1.87

Winner

SPY

1.00

Industry

STM

Semiconductors

SPY

N/A

P/E Ratio

STM

310.27

Winner

SPY

28.24

Forward P/E

STM

53.76

Winner

SPY

21.85

PEG Ratio

STM

0.57

SPY

N/A

Dividend Yield

STM

0.61%

SPY

N/A

5Y Dividends CAGR

Winner

STM

21.78%

SPY

5.43%

5Y EPS CAGR

STM

-31.31%

Winner

SPY

25.79%

Debt to Equity

Winner

STM

11.96%

SPY

22.35%

Free Cash Flow Yield

STM

4.18%

SPY

N/A

P/S Ratio

STM

4.16

Winner

SPY

3.55

P/B Ratio

Winner

STM

2.76

SPY

5.29

STM vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	STM	SPY
1 month	+55.79%	+9.11%
3 months	+82.52%	+6.59%
6 months	+153.05%	+10.56%
1 year	+158.67%	+32.04%
5 years(CAGR)	+10.57%	+13.35%
10 years(CAGR)	+28.42%	+15.49%
Max(CAGR)	+4.45%	+8.50%

Winner

STM

+55.79%

SPY

+9.11%

Winner

STM

+82.52%

SPY

+6.59%

Winner

STM

+153.05%

SPY

+10.56%

Winner

STM

+158.67%

SPY

+32.04%

5Y(CAGR)

STM

+10.57%

Winner

SPY

+13.35%

10Y(CAGR)

Winner

STM

+28.42%

SPY

+15.49%

Max(CAGR)

STM

+4.45%

Winner

SPY

+8.50%

STM vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	STM	SPY
2026	+116.79%	+8.27%
2025	+8.18%	+18.00%
2024	-47.83%	+25.59%
2023	+42.54%	+26.72%
2022	-28.69%	-18.64%
2021	+27.60%	+30.52%
2020	+34.11%	+17.28%
2019	+98.37%	+31.09%
2018	-37.25%	-5.24%
2017	+101.31%	+20.78%
2016	+78.40%	+13.59%
2015	-7.82%	+1.31%
2014	+0.21%	+14.56%
2013	+12.24%	+29.00%
2012	+21.80%	+14.17%
2011	-42.52%	+0.85%
2010	+15.26%	+13.14%
2009	+40.08%	+22.67%
2008	-51.61%	-36.25%
2007	-21.20%	+5.32%
2006	-0.53%	+13.85%
2005	-5.14%	+5.32%
2004	-28.70%	+10.75%
2003	+28.80%	+24.18%
2002	-42.05%	-22.42%
2001	-21.37%	-10.13%
2000	-17.21%	-8.84%
1999	+68.62%	+8.61%

STM vs SPY Drawdown Comparison

The maximum drawdown for STM was -94.40%, occurring on Mar 9, 2009. Recovery took 5445 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

Rank	STM	SPY
#1	-94.40% Mar 9, 2000 - Oct 28, 2021	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-66.67% Jul 27, 2023 - Apr 30, 2026	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-43.05% Nov 18, 2021 - Mar 30, 2023	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-22.73% Mar 31, 2023 - Jul 27, 2023	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-18.61% Jan 3, 2000 - Jan 20, 2000	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-14.46% Feb 8, 2000 - Mar 9, 2000	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-7.99% Dec 7, 1999 - Dec 16, 1999	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	-6.28% Nov 18, 1999 - Nov 26, 1999	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	-5.23% Jan 25, 2000 - Feb 1, 2000	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	-5.14% Nov 11, 1999 - Nov 18, 1999	-9.30% Jan 19, 2000 - Mar 17, 2000
#11	-4.22% Nov 8, 2021 - Nov 18, 2021	-9.05% Jul 19, 2007 - Oct 5, 2007
#12	-3.54% May 6, 2026 - May 8, 2026	-8.88% Jan 27, 2026 - Apr 14, 2026
#13	-1.98% Dec 29, 1999 - Jan 3, 2000	-8.41% Jul 16, 2024 - Sep 19, 2024
#14	-1.79% Oct 28, 2021 - Nov 3, 2021	-7.35% Sep 14, 2012 - Jan 2, 2013
#15	-1.31% Nov 2, 1999 - Nov 5, 1999	-7.27% Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between STM and SPY is 0.69 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.69

-101

Dividend Comparison (1999 - 2026)

STM vs SPY dividend yield comparison.

Year	STM	SPY
2026	0.15%	0.24%
2025	1.39%	1.07%
2024	1.32%	1.21%
2023	0.48%	1.40%
2022	0.67%	1.65%
2021	0.45%	1.20%
2020	0.50%	1.52%
2019	0.89%	1.75%
2018	1.73%	2.04%
2017	0.98%	1.80%
2016	2.10%	2.03%
2015	5.11%	2.06%
2014	4.55%	1.87%
2013	4.25%	1.81%
2012	5.87%	2.18%
2011	5.30%	2.05%
2010	1.95%	1.80%
2009	1.65%	1.95%
2008	3.50%	3.02%
2007	1.78%	1.85%
2006	0.49%	1.73%
2005	0.50%	1.73%
2004	0.47%	1.82%
2003	0.22%	1.47%
2002	0.15%	1.70%
2001	0.09%	1.25%
2000	0.05%	1.15%
1999	0.00%	0.24%